Anic Equity¶

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Total return since start: 0.696 %¶

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Equity now: -----------------------------> 51807.95 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48601.53 Kr¶

PnL: ---------------------------------------> -478.64 Kr¶

DD now: ---------------------------------> -0.202 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 16:21:16.749456'

Anic Portfolio¶

Today¶

Return: 9.007 %¶

Total¶

Return: 69.631 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.270000 3348.000000 169.400000 5.330000 3178.600002
HMS Networks 2 1.280000 790.000000 117.000000 17.380000 673.000000
HEBA B 70 -2.620000 2737.000000 101.000000 3.830000 2636.000010
Nordea Bank Abp 29 0.690000 3539.160000 85.160000 2.470000 3453.999992
SAAB B 8 0.140000 3424.800000 47.800000 1.420000 3377.000000
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 -0.400000 607.640000 33.640000 5.860000 573.999998
AcadeMedia 12 1.860000 590.160000 33.160000 5.950000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -5.850000 384.500000 29.500000 8.310000 355.000000
Swedbank A 3 0.610000 592.950000 28.950000 5.130000 564.000000
OEM International B 7 0.640000 550.900000 22.900000 4.340000 527.999997
Intrum 4 -0.910000 543.000000 16.000000 3.040000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.310000 580.320000 10.320000 1.810000 570.000000
Corem Property Group B 59 -4.620000 585.280000 8.280000 1.440000 576.999999
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.360000 248.400000 2.400000 0.980000 246.000000
Coor Service Management Hold. 8 -1.630000 532.000000 0.000000 0.000000 532.000000
Handelsbanken A 5 0.690000 544.000000 -2.000000 -0.370000 546.000000
Midsona B 63 1.890000 578.340000 -4.660000 -0.800000 582.999984
Boozt 12 -1.650000 1642.800000 -11.200000 -0.680000 1653.999996
Fasadgruppen Group 38 3.040000 4126.800000 -13.000000 -0.310000 4139.799990
CTEK 13 0.740000 513.370000 -20.630000 -3.860000 533.999999
Sampo Oyj SDB 7 1.300000 3829.000000 -21.000000 -0.550000 3850.000000
International Petroleum Corp. 5 -0.870000 569.000000 -25.570000 -4.300000 594.565215
Essity B 2 2.540000 548.000000 -26.000000 -4.530000 574.000000
Beijer Electronics Group 27 5.790000 3056.400000 -26.400000 -0.860000 3082.800006
Essity A 4 2.610000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 0.790000 558.420000 -54.580000 -8.900000 612.999432
OX2 22 0.620000 1777.600000 -210.600000 -10.590000 1988.199994
Axfood 15 1.690000 4068.000000 -230.800000 -5.370000 4298.800005
Ovzon 64 -0.190000 3417.600000 -576.800000 -14.440000 3994.400000
TOTAL 48609.240000 -470.930000 -0.18731% 49080.164634

Updated:¶

'2023-01-30 16:20:14.234423'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶